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M&M MAHINDRA & MAHINDRA LTD

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

MAHINDRA & MAHINDRA LTD — on this desk since 2 Jan 2006.

implied move
3.2%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
-0.01%
the future traded level with the share
option prices
34
dearer than 34 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—464.7406002,4002,00000.01—
—414.8606002,4501,00000.03—
————2,5001,26,400+4,0001.40short build-up
————2,55022,200−1,6001.80long unwinding
long build-up266.48+1,20014,6002,6001,78,200−7,2002.15long unwinding
short covering211.85−4,00024,2002,65092,200−12,8003.40long unwinding
short covering164.05−3,80075,4002,7002,89,600+4,4006.20short build-up
long build-up120.40+4,0001,26,6002,7503,53,200+41,20011.85short build-up
short covering81.40−89,6005,36,6002,8004,20,000−7,00022.05long unwinding
short covering50.00−51,80012,68,6002,850at the moneywall6,19,400+40,00040.70short build-up
short covering28.85−1,33,0009,15,4002,9004,53,800+32,00068.95short build-up
short covering16.20−43,8004,18,6002,9501,46,400−5,400106.00long unwinding
short covering9.35−1,43,00013,80,400wall3,0004,80,600−9,800149.65long unwinding
short covering5.90−37,0005,09,8003,0502,33,200−2,400191.64long unwinding
short covering3.90−21,0007,82,0003,1002,44,400−2,800240.00long unwinding
short covering2.65−11,4003,03,8003,15027,6000285.58—
long build-up2.05+8005,28,8003,2001,62,600−4,000334.50long unwinding
long unwinding1.75−10,8001,29,0003,25010,4000383.96—
long unwinding1.40−29,0002,60,4003,3001,12,600+600436.20short build-up
short covering1.20−20012,6003,35012,6000483.51—

The options were priced for a move of about 3.2% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 363 of 699 times the close 5 sessions later was higher.

Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded level with the share.

Not in the F&O ban this session; open interest stood at 26% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.2% by 27 Oct; over the sessions the desk holds it ranged 1.4–8.1%.

Option prices were dearer than 34 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30
  • 30 Jul 2026: options priced about 6.6%; the share moved 5.5% by 31 Jul.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octlong build3.2%-0.01%
Wed 14 Octshort build3.5%0.65%
Tue 13 Octlong build3.4%0.13%
Mon 12 Octshort cover3.8%0.10%
Fri 9 Octshort cover4.0%0.58%
Thu 8 Octshort build4.5%0.31%
Wed 7 Octshort build4.5%0.64%
Tue 6 Octshort build4.5%0.16%
Mon 5 Octlong build4.8%0.50%
Thu 1 Octlong unwind5.1%-0.05%
Wed 30 Sepshort build5.2%0.05%
Tue 29 Sepshort build5.4%1.01%
Mon 28 Sepshort build5.5%0.08%
Fri 25 Seplong build1.4%0.13%
Thu 24 Seplong unwind1.9%0.28%
Wed 23 Sepshort build1.9%0.30%
Tue 22 Sepshort build2.2%0.38%
Mon 21 Sepshort build2.4%0.44%
Fri 18 Sepshort build2.9%0.94%
Thu 17 Seplong build3.0%0.48%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.